+9.6%
CI vs IONS
-40.7%
+50.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -9.1% | +11.6% | +2.7% |
| 7D | +2.6% | -30.3% | +32.9% | +3.4% |
| 30D | +7.3% | -37.7% | +45.1% | +8.5% |
| 3M | +9.5% | -50.5% | +60.0% | +11.3% |
| 6M | +6.4% | -62.8% | +69.2% | +8.6% |
| YTD | +12.0% | -64.4% | +76.4% | +14.3% |
| 1Y | +20.1% | -59.5% | +79.5% | +22.4% |
| 3Y | +9.6% | -39.2% | +48.8% | +9.6% |
| All | +9.6% | -40.7% | +50.3% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling